Minimum message length shrinkage estimation

DOI10.1016/J.SPL.2008.12.021MaRDI QIDQ1017808zbMATH OpenOpenAlexFDO

Authors Enes Makalic, Daniel F. Schmidt

Publication date 12 May 2009

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2008.12.021

Mathematics Subject Classification ID

Bayesian inference (62F15) Estimation in multivariate analysis (62H12)

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Cited in

(3)

• Minimum message length inference of the Poisson and geometric models using heavy-tailed prior distributions
• MML estimation of the parameters of the spherical Fisher distribution
• Minimum message length estimation using EM methods: a case study

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